-0.5%
AGG vs STRL
-30.1%
+29.6%
-5.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -21.5% | +21.9% | +0.6% |
| 7D | +0.5% | -27.1% | +27.6% | +0.7% |
| 30D | +2.4% | -45.8% | +48.2% | +2.8% |
| 3M | -1.0% | -47.6% | +46.7% | -0.6% |
| 6M | -0.9% | -46.4% | +45.5% | -0.7% |
| YTD | -0.9% | -7.4% | +6.5% | -1.4% |
| 1Y | -0.5% | -25.9% | +25.4% | -0.9% |
| All | -0.5% | -30.1% | +29.6% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded STRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling